+47.7%
COP vs VG
-44.6%
+92.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | +4.4% | +14.0% | -9.6% | +1.7% |
| 30D | 0.0% | -1.0% | +0.9% | -0.1% |
| 3M | +15.0% | -2.7% | +17.7% | +15.3% |
| 6M | +22.0% | +1.5% | +20.5% | +20.4% |
| YTD | +55.3% | +93.7% | -38.4% | +36.3% |
| 1Y | +64.1% | +68.5% | -4.4% | +46.6% |
| All | +47.7% | -44.6% | +92.3% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling